| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-3 | ZRH | 848.170 | 2.10 | Pzz | - | - | - | AAA | - | - | Bsxzy | Z-Zapac | 105-110 | 98 | 5.52% | 5.588% | 85.61279 |
| F | NSB | 52.548 | 8.57 | Cm2 | - | - | - | VV | - | - | Gtjnu | L-Snstl | 125-130 | 115 | 5.56% | 5.625% | 90.14026 |
| A | OLV | 55.617 | 7.98 | Mww3 | - | - | - | NNN | - | - | Ufnil | T-Uyxja | 250-260 | 225 | 6.58% | 6.672% | 56.58717 |
| E | FEI | 60.878 | 8.00 | S3 | - | - | - | E | - | - | - | - | - | - | - | - | - |
| S | VVX | 90.744 | 5.00 | In3 | - | - | - | KK | - | - | Brbwz | G-Qcuaa | 525-535 | 500 | 9.00% | 9.421% | 94.71650 |
| Y | CJX | 42.414 | 1.30 | S2 | - | - | - | F | - | - | Wkwfn | W-Spbpl | 160-170 | 145 | 5.82% | 5.900% | 10.61998 |
| M | LHM | 69.879 | 7.00 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| D-2 | HIH | 831.000 | 6.31 | Uyy | - | - | - | UUU | - | - | Vavxx | W-Kmzwi | 95-100 | 88 | 5.88% | 5.955% | 53.50350 |
| B-1 | APU | 40.800 | 9.32 | E-1 | - | - | - | K1+ | - | - | Gmaac | R-Uaxsn | 30-32 | 28 | 5.67% | 5.671% | 982.00000 |
Tranche Comments
B-1: First Pay: 2024-07-22; Registration: 144L/Dtv I;
D-2: First Pay: 2024-07-22; Registration: 144Z/Hbx A;
X-3: First Pay: 2024-07-22; Registration: 144J/Koo N;
F: First Pay: 2024-07-22; Registration: 144M/Unz T;
Y: First Pay: 2024-07-22; Registration: 144C/Iyr H;
A: First Pay: 2024-07-22; Registration: 144C/Zbx W;
S: First Pay: 2024-07-22; Registration: 144C Dpke;
E: First Pay: 2024-07-22; Registration: 144Z Yiuo;
M: First Pay: 2024-07-22; Registration: 144C Hfja;
Risk Retention
AMy Kcjrhcrgjv
Pricing Speed
5% SLJ so 15% Slvzw-Nx Szll